Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 0.538867 0.606371 0.683455 0.778996 0.895663 1.035433 1.218603
2025-09-07 0.456952 0.539173 0.640232 0.776542 0.960511 1.208124 1.581977
2025-09-14 0.399355 0.486916 0.600281 0.763058 1.000573 1.352739 1.956873
2025-09-21 0.360381 0.450905 0.573098 0.757909 1.046453 1.513919 2.423683
2025-09-28 0.326671 0.416797 0.542406 0.740331 1.066918 1.637787 2.885716
2025-10-05 0.316234 0.412965 0.553070 0.785321 1.196748 1.993715 4.060557
2025-10-12 0.313971 0.420019 0.579977 0.860178 1.398256 2.578851 6.444319
2025-10-19 0.293195 0.397214 0.557520 0.846883 1.428420 2.802899 8.062333
2025-10-26 0.278146 0.381637 0.544641 0.848122 1.488145 3.130781 10.738624
2025-11-02 0.259412 0.358751 0.517362 0.818524 1.473864 3.252162 12.746677
2025-11-09 0.238983 0.331816 0.481066 0.767313 1.400387 3.169803 13.408783
2025-11-16 0.227318 0.318118 0.466118 0.755750 1.417824 3.386222 17.042016
2025-11-23 0.224410 0.319018 0.477533 0.800795 1.592948 4.295482 34.855925
2025-11-30 0.214300 0.307331 0.465649 0.796251 1.640522 4.782926 57.735092
2025-12-07 0.203737 0.294178 0.449964 0.781420 1.656501 5.161924 95.456721
2025-12-14 0.195343 0.284140 0.439124 0.775726 1.698186 5.726404 209.024262
2025-12-21 0.186104 0.272095 0.423573 0.757386 1.697164 6.076523 469.660029
2025-12-28 0.185274 0.274476 0.435406 0.803867 1.919392 8.196383 NaN
2026-01-04 0.187392 0.282137 0.458196 0.881374 2.293027 12.887854 NaN
2026-01-11 0.180090 0.272421 0.445493 0.867579 2.318576 14.352406 NaN
2026-01-18 0.174743 0.265960 0.438901 0.868855 2.408147 17.159076 NaN
2026-01-25 0.166862 0.254466 0.421164 0.838189 2.351261 17.598226 NaN
2026-02-01 0.157409 0.239726 0.395972 0.785178 2.184403 15.802986 NaN